Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1659944.1232 | 1562429.5358 | 97514.5874 | 1657149.2529 | -924647.0724 | 2581796.3253 |
Total P&L (%) | 1659.9441 | 1562.4295 | 97.5146 | 1657.1493 | -924.6471 | 2581.7963 |
Avg Daily Profit (%) | 0.8962 | 0.8435 | 0.0526 | 0.1549 | 0 | 0.1777 |
Buy And Hold Return (%) | 83.2554 | 83.2554 | 83.2554 | 83.2554 | 83.2554 | 83.2554 |
Max Trade Drawdown | -124435 | -103117 | -60348 | -4228161 | -5601835 | -1480470 |
Profit Factor | 3.8943 | 6.4144 | 1.3422 | 1.0898 | 0.9096 | 1.314 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 91 | 50 | 41 | 91 | 50 | 41 |
Profitability (%) | 43.4783 | 38.2716 | 48.75 | 43.4783 | 38.2716 | 48.75 |
Ratio Avg Win / Avg Loss | 5.0626 | 10.3458 | 1.411 | 1.4168 | 1.467 | 1.3814 |
Largest Winning Trade | 1515141 | 1515141 | 64026 | 2120627 | 1822495 | 2120627 |
Largest Losing Trade | -25787 | -25787 | -25129 | -1454143 | -1454143 | -1037474 |
Avg Bars in Trades | 44 | 39 | 48 | 44 | 39 | 48 |
Avg Bars in Winners | 66 | 64 | 68 | 66 | 64 | 68 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 7096 | 3182 | 3914 | 7096 | 3182 | 3914 |
Profit Streak | 0 | 0 | 34.8275 | 0 | 0 | 34.8275 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 667470 | 187662 | -253714 | -115749 | -595630 | -10935 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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